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山东大学学报 (工学版) ›› 2024, Vol. 54 ›› Issue (3): 55-63.doi: 10.6040/j.issn.1672-3961.0.2023.217

• 机器学习与数据挖掘 • 上一篇    

基于联邦学习的时间序列预测算法

刘新1,2,刘冬兰1,2*,付婷3,王勇4,常英贤4,姚洪磊1,2,罗昕3,王睿1,2,张昊1,2   

  1. 1.国网山东省电力公司电力科学研究院, 山东 济南 250003;2.山东省智能电网技术创新中心, 山东 济南 250003;3.山东大学软件学院, 山东 济南 250101;4.国网山东省电力公司, 山东 济南 250001
  • 发布日期:2024-06-28
  • 作者简介:刘新(1981— ),女,山东枣庄人,高级工程师,硕士,主要研究方向为网络安全、数据安全、隐私计算、区块链等. E-mail:49557599@qq.com. *通信作者简介:刘冬兰(1987— ),女,云南宣威人,高级工程师,硕士,主要研究方向为网络安全、数据安全、隐私计算、区块链等. E-mail:liudonglan2006@126.com
  • 基金资助:
    国网山东省电力公司科技资助项目(520626220018)

Time series forecasting algorithm based on federated learning

LIU Xin1,2, LIU Donglan1,2*, FU Ting3, WANG Yong4, CHANG Yingxian4, YAO Honglei1,2, LUO Xin3, WANG Rui1,2, ZHANG Hao1,2   

  1. 1. State Grid Shandong Electric Power Research Institute, Jinan 250003, Shandong, China;
    2. Shandong Smart Grid Technology Innovation Center, Jinan 250003, Shandong, China;
    3. School of Software, Shandong University, Jinan 250101, Shandong, China;
    4. State Grid Shandong Electric Power Company, Jinan 250001, Shandong, China
  • Published:2024-06-28

摘要: 为应对不断升级的数据隐私保护需求,提出一种基于分布式场景下的时间序列预测算法。该算法主要改进体现在以下两个方面:在客户端模型本地训练阶段,通过正则化项约束本地模型训练方向,解决本地模型漂移问题;在全局模型聚合阶段,提出客户端贡献估计策略,根据客户端贡献程度分配权重,保护客户端协作公平性,提升全局模型泛化能力。为验证改进后算法有效性,在ETTh1数据集、ETTm1数据集和Weather数据集上将其与基线联邦学习算法FedAvg对比。试验结果表明,改进后算法在ETTh1数据集上均方误差EMS平均降低2.99%,在ETTm1数据集上EMS平均降低3.57%。在算法中加入正则化项和客户端贡献估计策略,EMS分别下降0.84%和2.78%,同时加入这两个模块,EMS降低3.03%,验证提出的算法在预测性能方面表现出更高预测准确性。

关键词: 联邦学习, 机器学习, 时间序列预测, 分布式系统, 深度学习

中图分类号: 

  • TP181
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